CME Swiss Franc Future June 2024


Trading Metrics calculated at close of trading on 26-Oct-2023
Day Change Summary
Previous Current
25-Oct-2023 26-Oct-2023 Change Change % Previous Week
Open 1.1447 1.1413 -0.0035 -0.3% 1.1374
High 1.1502 1.1413 -0.0090 -0.8% 1.1529
Low 1.1451 1.1413 -0.0038 -0.3% 1.1369
Close 1.1447 1.1413 -0.0035 -0.3% 1.1510
Range 0.0052 0.0000 -0.0052 -100.0% 0.0160
ATR 0.0055 0.0054 -0.0001 -2.7% 0.0000
Volume
Daily Pivots for day following 26-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.1413 1.1413 1.1413
R3 1.1413 1.1413 1.1413
R2 1.1413 1.1413 1.1413
R1 1.1413 1.1413 1.1413 1.1413
PP 1.1413 1.1413 1.1413 1.1413
S1 1.1413 1.1413 1.1413 1.1413
S2 1.1413 1.1413 1.1413
S3 1.1413 1.1413 1.1413
S4 1.1413 1.1413 1.1413
Weekly Pivots for week ending 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.1949 1.1889 1.1598
R3 1.1789 1.1729 1.1554
R2 1.1629 1.1629 1.1539
R1 1.1569 1.1569 1.1524 1.1599
PP 1.1469 1.1469 1.1469 1.1484
S1 1.1409 1.1409 1.1495 1.1439
S2 1.1309 1.1309 1.1480
S3 1.1149 1.1249 1.1466
S4 1.0989 1.1089 1.1422
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1529 1.1413 0.0117 1.0% 0.0024 0.2% 0% False True
10 1.1529 1.1369 0.0160 1.4% 0.0027 0.2% 27% False False 1
20 1.1529 1.1145 0.0385 3.4% 0.0043 0.4% 70% False False 2
40 1.1722 1.1145 0.0577 5.1% 0.0027 0.2% 46% False False 1
60 1.1880 1.1145 0.0736 6.4% 0.0032 0.3% 36% False False 1
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1413
2.618 1.1413
1.618 1.1413
1.000 1.1413
0.618 1.1413
HIGH 1.1413
0.618 1.1413
0.500 1.1413
0.382 1.1413
LOW 1.1413
0.618 1.1413
1.000 1.1413
1.618 1.1413
2.618 1.1413
4.250 1.1413
Fisher Pivots for day following 26-Oct-2023
Pivot 1 day 3 day
R1 1.1413 1.1457
PP 1.1413 1.1442
S1 1.1413 1.1427

These figures are updated between 7pm and 10pm EST after a trading day.

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